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相关论文: Revisiting the Seasonal Trend Decomposition for En…

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Decomposing complex time series into trend, seasonality, and remainder components is an important task to facilitate time series anomaly detection and forecasting. Although numerous methods have been proposed, there are still many time…

机器学习 · 计算机科学 2018-12-06 Qingsong Wen , Jingkun Gao , Xiaomin Song , Liang Sun , Huan Xu , Shenghuo Zhu

Many real-world time series exhibit multiple seasonality with different lengths. The removal of seasonal components is crucial in numerous applications of time series, including forecasting and anomaly detection. However, many…

应用统计 · 统计学 2021-09-21 Linxiao Yang , Qingsong Wen , Bo Yang , Liang Sun

Seasonal time series exhibit intricate long-term dependencies, posing a significant challenge for accurate future prediction. This paper introduces the Multi-scale Seasonal Decomposition Model (MSSD) for seasonal time-series forecasting.…

机器学习 · 计算机科学 2024-12-18 Yining Pang , Chenghan Li

The decomposition of time series into components is an important task that helps to understand time series and can enable better forecasting. Nowadays, with high sampling rates leading to high-frequency data (such as daily, hourly, or…

应用统计 · 统计学 2021-07-29 Kasun Bandara , Rob J Hyndman , Christoph Bergmeir

Generating forecasts for time series with multiple seasonal cycles is an important use-case for many industries nowadays. Accounting for the multi-seasonal patterns becomes necessary to generate more accurate and meaningful forecasts in…

应用统计 · 统计学 2020-04-28 Kasun Bandara , Christoph Bergmeir , Hansika Hewamalage

Time series generation focuses on modeling the underlying data distribution and resampling to produce authentic time series data. Key components, such as trend and seasonality, drive temporal fluctuations, yet many existing approaches fail…

机器学习 · 计算机科学 2025-11-04 Zixuan Ma , Chenfeng Huang

Multivariate time series (MTS) forecasting is crucial for decision-making in domains such as weather, energy, and finance. It remains challenging because real-world sequences intertwine slow trends, multi-rate seasonalities, and irregular…

机器学习 · 计算机科学 2026-02-06 Shunya Nagashima , Shuntaro Suzuki , Shuitsu Koyama , Shinnosuke Hirano

Time series forecasting holds significant value in various domains such as economics, traffic, energy, and AIOps, as accurate predictions facilitate informed decision-making. However, the existing Mean Squared Error (MSE) loss function…

机器学习 · 计算机科学 2025-10-29 Xiangfei Qiu , Xingjian Wu , Hanyin Cheng , Xvyuan Liu , Chenjuan Guo , Jilin Hu , Bin Yang

Time series forecasting plays an increasingly important role in modern business decisions. In today's data-rich environment, people often aim to choose the optimal forecasting model for their data. However, identifying the optimal model…

应用统计 · 统计学 2021-12-17 Xixi Li , Fotios Petropoulos , Yanfei Kang

Time series forecasting has received wide interest from existing research due to its broad applications and inherent challenging. The research challenge lies in identifying effective patterns in historical series and applying them to future…

机器学习 · 计算机科学 2023-07-14 Tianlong Zhao , Xiang Ma , Xuemei Li , Caiming Zhang

Predicting multivariate time series is crucial, demanding precise modeling of intricate patterns, including inter-series dependencies and intra-series variations. Distinctive trend characteristics in each time series pose challenges, and…

机器学习 · 计算机科学 2024-07-08 Guoqi Yu , Jing Zou , Xiaowei Hu , Angelica I. Aviles-Rivero , Jing Qin , Shujun Wang

Long-term time series forecasting (LTSF) offers broad utility in practical settings like energy consumption and weather prediction. Accurately predicting long-term changes, however, is demanding due to the intricate temporal patterns and…

机器学习 · 计算机科学 2025-05-19 Boshi Gao , Qingjian Ni , Fanbo Ju , Yu Chen , Ziqi Zhao

We introduce a model-agnostic forward diffusion process for time-series forecasting that decomposes signals into spectral components, preserving structured temporal patterns such as seasonality more effectively than standard diffusion.…

机器学习 · 统计学 2026-02-17 Francisco Caldas , Sahil Kumar , Cláudia Soares

Time series forecasting is crucial for many fields, such as disaster warning, weather prediction, and energy consumption. The Transformer-based models are considered to have revolutionized the field of sequence modeling. However, the…

机器学习 · 计算机科学 2022-11-01 Junlong Tong , Liping Xie , Wankou Yang , Kanjian Zhang

The adaptation of large language models (LLMs) to time series forecasting poses unique challenges, as time series data is continuous in nature, while LLMs operate on discrete tokens. Despite the success of LLMs in natural language…

计算与语言 · 计算机科学 2025-08-05 Taibiao Zhao , Xiaobing Chen , Mingxuan Sun

Seasonal time series Forecasting remains a challenging problem due to the long-term dependency from seasonality. In this paper, we propose a two-stage framework to forecast univariate seasonal time series. The first stage explicitly learns…

机器学习 · 计算机科学 2021-06-08 Qingyang Xu , Qingsong Wen , Liang Sun

Time-series forecasting plays an important role in many domains. Boosted by the advances in Deep Learning algorithms, it has for instance been used to predict wind power for eolic energy production, stock market fluctuations, or motor…

机器学习 · 计算机科学 2021-07-23 Luis P. Silvestrin , Leonardos Pantiskas , Mark Hoogendoorn

Long-term time-series forecasting is essential for planning and decision-making in economics, energy, and transportation, where long foresight is required. To obtain such long foresight, models must be both efficient and effective in…

机器学习 · 计算机科学 2025-09-05 Chao Ma , Yikai Hou , Xiang Li , Yinggang Sun , Haining Yu , Zhou Fang , Jiaxing Qu

Long-term time series forecasting plays an important role in various real-world scenarios. Recent deep learning methods for long-term series forecasting tend to capture the intricate patterns of time series by decomposition-based or…

机器学习 · 计算机科学 2023-06-13 Xing Wang , Zhendong Wang , Kexin Yang , Junlan Feng , Zhiyan Song , Chao Deng , Lin zhu

With the advent of Transformers, time series forecasting has seen significant advances, yet it remains challenging due to the need for effective sequence representation, memory construction, and accurate target projection. Time series…

人工智能 · 计算机科学 2025-07-09 Robert Leppich , Michael Stenger , André Bauer , Samuel Kounev
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